Dataset statistics
| Number of variables | 15 |
|---|---|
| Number of observations | 68629 |
| Missing cells | 0 |
| Missing cells (%) | 0.0% |
| Duplicate rows | 0 |
| Duplicate rows (%) | 0.0% |
| Total size in memory | 8.4 MiB |
| Average record size in memory | 128.0 B |
Variable types
| Numeric | 15 |
|---|
std_ask_price1 is highly overall correlated with std_ask_price2 and 5 other fields | High correlation |
std_ask_price2 is highly overall correlated with std_ask_price1 and 5 other fields | High correlation |
std_ask_size1 is highly overall correlated with std_ask_size2 and 6 other fields | High correlation |
std_ask_size2 is highly overall correlated with std_ask_size1 and 6 other fields | High correlation |
std_bid_ask_1 is highly overall correlated with std_ask_size1 and 9 other fields | High correlation |
std_bid_ask_2 is highly overall correlated with std_ask_size1 and 9 other fields | High correlation |
std_bid_price1 is highly overall correlated with std_ask_price1 and 5 other fields | High correlation |
std_bid_price2 is highly overall correlated with std_ask_price1 and 5 other fields | High correlation |
std_bid_size1 is highly overall correlated with std_ask_size1 and 6 other fields | High correlation |
std_bid_size2 is highly overall correlated with std_ask_size1 and 6 other fields | High correlation |
std_volume_difference is highly overall correlated with std_ask_size1 and 6 other fields | High correlation |
std_volume_overall is highly overall correlated with std_ask_size1 and 6 other fields | High correlation |
std_wap_1 is highly overall correlated with std_ask_price1 and 7 other fields | High correlation |
std_wap_2 is highly overall correlated with std_ask_price1 and 7 other fields | High correlation |
target_value is highly overall correlated with std_ask_price1 and 7 other fields | High correlation |
std_bid_size1 is highly skewed (γ1 = 26.54459539) | Skewed |
std_bid_size2 is highly skewed (γ1 = 42.71882262) | Skewed |
std_ask_size2 is highly skewed (γ1 = 28.0567398) | Skewed |
std_volume_overall is highly skewed (γ1 = 24.50452824) | Skewed |
std_bid_size1 has unique values | Unique |
std_ask_size1 has unique values | Unique |
std_bid_size2 has unique values | Unique |
std_ask_size2 has unique values | Unique |
std_wap_1 has unique values | Unique |
std_wap_2 has unique values | Unique |
std_volume_overall has unique values | Unique |
std_volume_difference has unique values | Unique |
Reproduction
| Analysis started | 2024-07-01 19:01:18.638844 |
|---|---|
| Analysis finished | 2024-07-01 19:01:49.111560 |
| Duration | 30.47 seconds |
| Software version | ydata-profiling v4.8.3 |
| Download configuration | config.json |
target_value
Real number (ℝ)
HIGH CORRELATION 
| Distinct | 68228 |
|---|---|
| Distinct (%) | 99.4% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.0038878538 |
| Minimum | 0.000112782 |
|---|---|
| Maximum | 0.051954939 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 0.000112782 |
|---|---|
| 5-th percentile | 0.0011688978 |
| Q1 | 0.002030894 |
| median | 0.003060147 |
| Q3 | 0.004733416 |
| 95-th percentile | 0.0094920512 |
| Maximum | 0.051954939 |
| Range | 0.051842157 |
| Interquartile range (IQR) | 0.002702522 |
Descriptive statistics
| Standard deviation | 0.0029421081 |
|---|---|
| Coefficient of variation (CV) | 0.7567435 |
| Kurtosis | 13.636917 |
| Mean | 0.0038878538 |
| Median Absolute Deviation (MAD) | 0.001223305 |
| Skewness | 2.7721908 |
| Sum | 266.81952 |
| Variance | 8.6560001 × 10-6 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0.004125058 | 2 | < 0.1% |
| 0.002760894 | 2 | < 0.1% |
| 0.001727059 | 2 | < 0.1% |
| 0.004879351 | 2 | < 0.1% |
| 0.003471 | 2 | < 0.1% |
| 0.001837649 | 2 | < 0.1% |
| 0.00106919 | 2 | < 0.1% |
| 0.001689191 | 2 | < 0.1% |
| 0.003476125 | 2 | < 0.1% |
| 0.001659372 | 2 | < 0.1% |
| Other values (68218) | 68609 |
| Value | Count | Frequency (%) |
| 0.000112782 | 1 | |
| 0.000145461 | 1 | |
| 0.000244148 | 1 | |
| 0.000276828 | 1 | |
| 0.00027703 | 1 | |
| 0.000289663 | 1 | |
| 0.000309087 | 1 | |
| 0.00031157 | 1 | |
| 0.000311773 | 1 | |
| 0.000312335 | 1 |
| Value | Count | Frequency (%) |
| 0.051954939 | 1 | |
| 0.04473676 | 1 | |
| 0.043173945 | 1 | |
| 0.042814297 | 1 | |
| 0.038972343 | 1 | |
| 0.038377884 | 1 | |
| 0.035858885 | 1 | |
| 0.035500722 | 1 | |
| 0.034833812 | 1 | |
| 0.033972923 | 1 |
std_bid_price1
Real number (ℝ)
HIGH CORRELATION 
| Distinct | 68537 |
|---|---|
| Distinct (%) | 99.9% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.0010954178 |
| Minimum | 3.5803038 × 10-7 |
|---|---|
| Maximum | 0.027162155 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 3.5803038 × 10-7 |
|---|---|
| 5-th percentile | 0.00026325905 |
| Q1 | 0.0004901067 |
| median | 0.00078666268 |
| Q3 | 0.0013194964 |
| 95-th percentile | 0.0029043275 |
| Maximum | 0.027162155 |
| Range | 0.027161797 |
| Interquartile range (IQR) | 0.00082938973 |
Descriptive statistics
| Standard deviation | 0.0010758926 |
|---|---|
| Coefficient of variation (CV) | 0.98217556 |
| Kurtosis | 44.137169 |
| Mean | 0.0010954178 |
| Median Absolute Deviation (MAD) | 0.00035860727 |
| Skewness | 4.6826794 |
| Sum | 75.177427 |
| Variance | 1.1575448 × 10-6 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0.0005278271274 | 2 | < 0.1% |
| 0.000809856283 | 2 | < 0.1% |
| 0.000803209201 | 2 | < 0.1% |
| 0.0004005745868 | 2 | < 0.1% |
| 0.0007359136944 | 2 | < 0.1% |
| 0.001344315358 | 2 | < 0.1% |
| 0.0009509770316 | 2 | < 0.1% |
| 0.0003682917159 | 2 | < 0.1% |
| 0.0004920772626 | 2 | < 0.1% |
| 0.0005078875693 | 2 | < 0.1% |
| Other values (68527) | 68609 |
| Value | Count | Frequency (%) |
| 3.580303769 × 10-7 | 1 | |
| 9.551404219 × 10-7 | 1 | |
| 1.074658485 × 10-6 | 1 | |
| 1.432502359 × 10-6 | 1 | |
| 1.791435466 × 10-6 | 1 | |
| 1.969473487 × 10-6 | 1 | |
| 2.030689529 × 10-6 | 1 | |
| 2.207503712 × 10-6 | 1 | |
| 2.624879926 × 10-6 | 1 | |
| 2.626369678 × 10-6 | 1 |
| Value | Count | Frequency (%) |
| 0.02716215514 | 1 | |
| 0.0214845892 | 1 | |
| 0.02140177973 | 1 | |
| 0.02093260363 | 1 | |
| 0.0202495791 | 1 | |
| 0.01996443234 | 1 | |
| 0.01962027885 | 1 | |
| 0.01942217723 | 1 | |
| 0.01805744879 | 1 | |
| 0.01759440452 | 1 |
std_ask_price1
Real number (ℝ)
HIGH CORRELATION 
| Distinct | 68535 |
|---|---|
| Distinct (%) | 99.9% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.0010941575 |
| Minimum | 1.7901519 × 10-7 |
|---|---|
| Maximum | 0.026421048 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 1.7901519 × 10-7 |
|---|---|
| 5-th percentile | 0.00026341825 |
| Q1 | 0.00048886501 |
| median | 0.00078511564 |
| Q3 | 0.001319365 |
| 95-th percentile | 0.0028933378 |
| Maximum | 0.026421048 |
| Range | 0.026420869 |
| Interquartile range (IQR) | 0.00083049998 |
Descriptive statistics
| Standard deviation | 0.0010759208 |
|---|---|
| Coefficient of variation (CV) | 0.98333264 |
| Kurtosis | 44.169077 |
| Mean | 0.0010941575 |
| Median Absolute Deviation (MAD) | 0.00035800703 |
| Skewness | 4.6989083 |
| Sum | 75.090936 |
| Variance | 1.1576056 × 10-6 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0.0006254485343 | 2 | < 0.1% |
| 0.001152852084 | 2 | < 0.1% |
| 0.0002684496867 | 2 | < 0.1% |
| 0.0006054886035 | 2 | < 0.1% |
| 0.0007929510321 | 2 | < 0.1% |
| 0.00122764369 | 2 | < 0.1% |
| 0.0005468131276 | 2 | < 0.1% |
| 0.0008865424315 | 2 | < 0.1% |
| 0.0006209996645 | 2 | < 0.1% |
| 0.0007312293747 | 2 | < 0.1% |
| Other values (68525) | 68609 |
| Value | Count | Frequency (%) |
| 1.790151885 × 10-7 | 1 | |
| 2.386715323 × 10-7 | 1 | |
| 8.357478123 × 10-7 | 1 | |
| 9.545018429 × 10-7 | 1 | |
| 1.074658485 × 10-6 | 1 | |
| 1.551877631 × 10-6 | 1 | |
| 1.612291953 × 10-6 | 1 | |
| 1.909792445 × 10-6 | 1 | |
| 2.030689529 × 10-6 | 1 | |
| 2.147841315 × 10-6 | 1 |
| Value | Count | Frequency (%) |
| 0.02642104775 | 1 | |
| 0.0212591514 | 1 | |
| 0.02125656046 | 1 | |
| 0.02037324756 | 1 | |
| 0.01988036186 | 1 | |
| 0.01972335577 | 1 | |
| 0.01939637586 | 1 | |
| 0.01910102367 | 1 | |
| 0.01805714145 | 1 | |
| 0.01780344546 | 1 |
std_bid_price2
Real number (ℝ)
HIGH CORRELATION 
| Distinct | 68544 |
|---|---|
| Distinct (%) | 99.9% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.0011009043 |
| Minimum | 4.7737382 × 10-7 |
|---|---|
| Maximum | 0.027248047 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 4.7737382 × 10-7 |
|---|---|
| 5-th percentile | 0.00026492657 |
| Q1 | 0.00049355923 |
| median | 0.00079196185 |
| Q3 | 0.0013242997 |
| 95-th percentile | 0.0029237799 |
| Maximum | 0.027248047 |
| Range | 0.02724757 |
| Interquartile range (IQR) | 0.00083074049 |
Descriptive statistics
| Standard deviation | 0.0010792415 |
|---|---|
| Coefficient of variation (CV) | 0.98032278 |
| Kurtosis | 43.381693 |
| Mean | 0.0011009043 |
| Median Absolute Deviation (MAD) | 0.00036024285 |
| Skewness | 4.6510651 |
| Sum | 75.553959 |
| Variance | 1.1647623 × 10-6 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0.001030187472 | 2 | < 0.1% |
| 0.0008299762267 | 2 | < 0.1% |
| 0.002137567615 | 2 | < 0.1% |
| 0.0004992856411 | 2 | < 0.1% |
| 0.0006245404365 | 2 | < 0.1% |
| 0.001265733619 | 2 | < 0.1% |
| 0.0005884405109 | 2 | < 0.1% |
| 0.0005411403254 | 2 | < 0.1% |
| 0.0007792203687 | 2 | < 0.1% |
| 0.0009755536448 | 2 | < 0.1% |
| Other values (68534) | 68609 |
| Value | Count | Frequency (%) |
| 4.773738169 × 10-7 | 1 | |
| 4.773964974 × 10-7 | 1 | |
| 7.758505944 × 10-7 | 1 | |
| 1.074423949 × 10-6 | 1 | |
| 1.13387182 × 10-6 | 1 | |
| 1.612606411 × 10-6 | 1 | |
| 1.849704518 × 10-6 | 1 | |
| 1.910864512 × 10-6 | 1 | |
| 2.208441174 × 10-6 | 1 | |
| 2.505567181 × 10-6 | 1 |
| Value | Count | Frequency (%) |
| 0.02724804729 | 1 | |
| 0.02163075656 | 1 | |
| 0.0208738409 | 1 | |
| 0.02056820691 | 1 | |
| 0.0202103667 | 1 | |
| 0.01990069821 | 1 | |
| 0.01960076578 | 1 | |
| 0.0193698965 | 1 | |
| 0.01838189177 | 1 | |
| 0.01754342206 | 1 |
std_ask_price2
Real number (ℝ)
HIGH CORRELATION 
| Distinct | 68560 |
|---|---|
| Distinct (%) | 99.9% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.0011004508 |
| Minimum | 0 |
|---|---|
| Maximum | 0.026434962 |
| Zeros | 1 |
| Zeros (%) | < 0.1% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 0 |
|---|---|
| 5-th percentile | 0.00026520301 |
| Q1 | 0.00049266231 |
| median | 0.00079007109 |
| Q3 | 0.0013248512 |
| 95-th percentile | 0.0029091589 |
| Maximum | 0.026434962 |
| Range | 0.026434962 |
| Interquartile range (IQR) | 0.00083218887 |
Descriptive statistics
| Standard deviation | 0.0010802585 |
|---|---|
| Coefficient of variation (CV) | 0.98165081 |
| Kurtosis | 43.73675 |
| Mean | 0.0011004508 |
| Median Absolute Deviation (MAD) | 0.00035917596 |
| Skewness | 4.6811 |
| Sum | 75.522841 |
| Variance | 1.1669583 × 10-6 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0.0005327094696 | 2 | < 0.1% |
| 0.001523549436 | 2 | < 0.1% |
| 0.001033865381 | 2 | < 0.1% |
| 0.0004865771625 | 2 | < 0.1% |
| 0.0004201923439 | 2 | < 0.1% |
| 0.000797618879 | 2 | < 0.1% |
| 0.00117662258 | 2 | < 0.1% |
| 0.0006443204475 | 2 | < 0.1% |
| 0.000527756114 | 2 | < 0.1% |
| 0.001307547791 | 2 | < 0.1% |
| Other values (68550) | 68609 |
| Value | Count | Frequency (%) |
| 0 | 1 | |
| 1.193127304 × 10-7 | 1 | |
| 8.355314662 × 10-7 | 1 | |
| 1.074423949 × 10-6 | 1 | |
| 1.552880235 × 10-6 | 1 | |
| 1.909372259 × 10-6 | 1 | |
| 2.26812881 × 10-6 | 1 | |
| 2.625645038 × 10-6 | 1 | |
| 2.866296882 × 10-6 | 1 | |
| 2.983113063 × 10-6 | 1 |
| Value | Count | Frequency (%) |
| 0.02643496171 | 1 | |
| 0.0213151928 | 1 | |
| 0.02130127326 | 1 | |
| 0.0205255989 | 1 | |
| 0.01988697238 | 1 | |
| 0.01937853359 | 1 | |
| 0.01925435476 | 1 | |
| 0.01909989864 | 1 | |
| 0.01813967526 | 1 | |
| 0.01786035113 | 1 |
std_bid_size1
Real number (ℝ)
HIGH CORRELATION  SKEWED  UNIQUE 
| Distinct | 68629 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 417.18131 |
| Minimum | 1.1298654 |
|---|---|
| Maximum | 158692.46 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 1.1298654 |
|---|---|
| 5-th percentile | 53.405089 |
| Q1 | 83.549028 |
| median | 119.77814 |
| Q3 | 211.89568 |
| 95-th percentile | 1033.5029 |
| Maximum | 158692.46 |
| Range | 158691.33 |
| Interquartile range (IQR) | 128.34665 |
Descriptive statistics
| Standard deviation | 2037.0492 |
|---|---|
| Coefficient of variation (CV) | 4.882887 |
| Kurtosis | 1384.1407 |
| Mean | 417.18131 |
| Median Absolute Deviation (MAD) | 46.254546 |
| Skewness | 26.544595 |
| Sum | 28630736 |
| Variance | 4149569.5 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 147.2595276 | 1 | < 0.1% |
| 137.518444 | 1 | < 0.1% |
| 80.87010944 | 1 | < 0.1% |
| 969.9891784 | 1 | < 0.1% |
| 78.88526588 | 1 | < 0.1% |
| 698.2408494 | 1 | < 0.1% |
| 83.8332766 | 1 | < 0.1% |
| 95.13274111 | 1 | < 0.1% |
| 32.07370112 | 1 | < 0.1% |
| 76.70942322 | 1 | < 0.1% |
| Other values (68619) | 68619 |
| Value | Count | Frequency (%) |
| 1.129865366 | 1 | |
| 1.421780825 | 1 | |
| 1.76995253 | 1 | |
| 1.834790368 | 1 | |
| 4.049711148 | 1 | |
| 4.184544503 | 1 | |
| 4.791100925 | 1 | |
| 4.950279608 | 1 | |
| 5.661374408 | 1 | |
| 5.721585182 | 1 |
| Value | Count | Frequency (%) |
| 158692.4559 | 1 | |
| 143595.1526 | 1 | |
| 132657.897 | 1 | |
| 100895.1469 | 1 | |
| 64821.13566 | 1 | |
| 62263.6898 | 1 | |
| 59924.09341 | 1 | |
| 59814.29289 | 1 | |
| 57078.13774 | 1 | |
| 52152.66554 | 1 |
std_ask_size1
Real number (ℝ)
HIGH CORRELATION  UNIQUE 
| Distinct | 68629 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 413.64415 |
| Minimum | 1.3618461 |
|---|---|
| Maximum | 108303.48 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 1.3618461 |
|---|---|
| 5-th percentile | 53.097581 |
| Q1 | 82.954027 |
| median | 119.51738 |
| Q3 | 215.97988 |
| 95-th percentile | 1091.8029 |
| Maximum | 108303.48 |
| Range | 108302.12 |
| Interquartile range (IQR) | 133.02586 |
Descriptive statistics
| Standard deviation | 1720.3211 |
|---|---|
| Coefficient of variation (CV) | 4.1589399 |
| Kurtosis | 400.85138 |
| Mean | 413.64415 |
| Median Absolute Deviation (MAD) | 46.863729 |
| Skewness | 14.685473 |
| Sum | 28387984 |
| Variance | 2959504.8 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 110.6938159 | 1 | < 0.1% |
| 133.3826399 | 1 | < 0.1% |
| 110.9894309 | 1 | < 0.1% |
| 518.8230975 | 1 | < 0.1% |
| 49.08894891 | 1 | < 0.1% |
| 520.3970563 | 1 | < 0.1% |
| 82.47677217 | 1 | < 0.1% |
| 116.8059055 | 1 | < 0.1% |
| 41.31470784 | 1 | < 0.1% |
| 151.1063894 | 1 | < 0.1% |
| Other values (68619) | 68619 |
| Value | Count | Frequency (%) |
| 1.361846126 | 1 | |
| 1.50929129 | 1 | |
| 2.41438915 | 1 | |
| 3.288396456 | 1 | |
| 3.811528044 | 1 | |
| 3.910477193 | 1 | |
| 4.389881806 | 1 | |
| 5.959526613 | 1 | |
| 6.163027537 | 1 | |
| 6.408388891 | 1 |
| Value | Count | Frequency (%) |
| 108303.4791 | 1 | |
| 53383.98715 | 1 | |
| 52236.76034 | 1 | |
| 46718.8986 | 1 | |
| 45844.0388 | 1 | |
| 42354.01023 | 1 | |
| 42195.67053 | 1 | |
| 41190.31582 | 1 | |
| 40785.91706 | 1 | |
| 39307.5687 | 1 |
std_bid_size2
Real number (ℝ)
HIGH CORRELATION  SKEWED  UNIQUE 
| Distinct | 68629 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 396.51416 |
| Minimum | 0.25619265 |
|---|---|
| Maximum | 226671.77 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 0.25619265 |
|---|---|
| 5-th percentile | 49.284628 |
| Q1 | 74.803003 |
| median | 110.16675 |
| Q3 | 220.65972 |
| 95-th percentile | 1047.6074 |
| Maximum | 226671.77 |
| Range | 226671.51 |
| Interquartile range (IQR) | 145.85672 |
Descriptive statistics
| Standard deviation | 2262.8052 |
|---|---|
| Coefficient of variation (CV) | 5.706745 |
| Kurtosis | 3259.6922 |
| Mean | 396.51416 |
| Median Absolute Deviation (MAD) | 46.114807 |
| Skewness | 42.718823 |
| Sum | 27212370 |
| Variance | 5120287.3 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 134.2069901 | 1 | < 0.1% |
| 96.49113218 | 1 | < 0.1% |
| 67.90809326 | 1 | < 0.1% |
| 655.0054959 | 1 | < 0.1% |
| 69.20577012 | 1 | < 0.1% |
| 776.8573252 | 1 | < 0.1% |
| 55.10725896 | 1 | < 0.1% |
| 91.85187814 | 1 | < 0.1% |
| 33.96894054 | 1 | < 0.1% |
| 66.58790843 | 1 | < 0.1% |
| Other values (68619) | 68619 |
| Value | Count | Frequency (%) |
| 0.256192652 | 1 | |
| 0.8162250941 | 1 | |
| 0.8333142855 | 1 | |
| 1.473391241 | 1 | |
| 2.132887447 | 1 | |
| 2.686771062 | 1 | |
| 3.266500097 | 1 | |
| 3.369504064 | 1 | |
| 3.412487425 | 1 | |
| 3.434396552 | 1 |
| Value | Count | Frequency (%) |
| 226671.7699 | 1 | |
| 215191.2437 | 1 | |
| 157213.9806 | 1 | |
| 111768.8326 | 1 | |
| 88112.6297 | 1 | |
| 82266.06555 | 1 | |
| 72897.07708 | 1 | |
| 66433.46644 | 1 | |
| 65342.25882 | 1 | |
| 63723.17941 | 1 |
std_ask_size2
Real number (ℝ)
HIGH CORRELATION  SKEWED  UNIQUE 
| Distinct | 68629 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 395.73336 |
| Minimum | 1.1141042 |
|---|---|
| Maximum | 183044.3 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 1.1141042 |
|---|---|
| 5-th percentile | 48.865255 |
| Q1 | 74.358197 |
| median | 110.21448 |
| Q3 | 226.09352 |
| 95-th percentile | 1097.8952 |
| Maximum | 183044.3 |
| Range | 183043.19 |
| Interquartile range (IQR) | 151.73533 |
Descriptive statistics
| Standard deviation | 1826.8561 |
|---|---|
| Coefficient of variation (CV) | 4.6163815 |
| Kurtosis | 1821.9165 |
| Mean | 395.73336 |
| Median Absolute Deviation (MAD) | 46.696908 |
| Skewness | 28.05674 |
| Sum | 27158785 |
| Variance | 3337403.3 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 107.1368671 | 1 | < 0.1% |
| 70.36369234 | 1 | < 0.1% |
| 165.5066413 | 1 | < 0.1% |
| 956.6450032 | 1 | < 0.1% |
| 82.24029635 | 1 | < 0.1% |
| 405.1234677 | 1 | < 0.1% |
| 65.69476085 | 1 | < 0.1% |
| 147.1142363 | 1 | < 0.1% |
| 66.5010412 | 1 | < 0.1% |
| 127.7573018 | 1 | < 0.1% |
| Other values (68619) | 68619 |
| Value | Count | Frequency (%) |
| 1.114104156 | 1 | |
| 1.154987029 | 1 | |
| 1.283543482 | 1 | |
| 2.442855502 | 1 | |
| 2.821363113 | 1 | |
| 2.95230648 | 1 | |
| 2.99045449 | 1 | |
| 3.47798095 | 1 | |
| 4.881400432 | 1 | |
| 5.001412051 | 1 |
| Value | Count | Frequency (%) |
| 183044.2996 | 1 | |
| 107841.1202 | 1 | |
| 59075.98854 | 1 | |
| 55506.47658 | 1 | |
| 54779.16715 | 1 | |
| 52728.83219 | 1 | |
| 50999.60298 | 1 | |
| 48072.64599 | 1 | |
| 47392.06892 | 1 | |
| 45315.42801 | 1 |
std_bid_ask_1
Real number (ℝ)
HIGH CORRELATION 
| Distinct | 68327 |
|---|---|
| Distinct (%) | 99.6% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.00022039256 |
| Minimum | 0 |
|---|---|
| Maximum | 0.0093832603 |
| Zeros | 230 |
| Zeros (%) | 0.3% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 0 |
|---|---|
| 5-th percentile | 2.0410943 × 10-5 |
| Q1 | 7.8949844 × 10-5 |
| median | 0.00014848559 |
| Q3 | 0.00026099553 |
| 95-th percentile | 0.00065080688 |
| Maximum | 0.0093832603 |
| Range | 0.0093832603 |
| Interquartile range (IQR) | 0.00018204568 |
Descriptive statistics
| Standard deviation | 0.00027691972 |
|---|---|
| Coefficient of variation (CV) | 1.256484 |
| Kurtosis | 74.271469 |
| Mean | 0.00022039256 |
| Median Absolute Deviation (MAD) | 8.1822298 × 10-5 |
| Skewness | 5.9833824 |
| Sum | 15.125321 |
| Variance | 7.6684532 × 10-8 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0 | 230 | 0.3% |
| 0.0001454063604 | 2 | < 0.1% |
| 0.0001738467399 | 2 | < 0.1% |
| 0.0003787272144 | 2 | < 0.1% |
| 0.0001588335726 | 2 | < 0.1% |
| 0.0002583151218 | 2 | < 0.1% |
| 3.95836214 × 10-5 | 2 | < 0.1% |
| 0.0002736327006 | 2 | < 0.1% |
| 0.000127674095 | 2 | < 0.1% |
| 0.0001314039109 | 2 | < 0.1% |
| Other values (68317) | 68381 |
| Value | Count | Frequency (%) |
| 0 | 230 | |
| 2.453922843 × 10-9 | 1 | < 0.1% |
| 2.589063408 × 10-9 | 1 | < 0.1% |
| 2.621409534 × 10-9 | 1 | < 0.1% |
| 2.644528596 × 10-9 | 1 | < 0.1% |
| 2.877827532 × 10-9 | 1 | < 0.1% |
| 3.078000077 × 10-9 | 1 | < 0.1% |
| 3.078265198 × 10-9 | 1 | < 0.1% |
| 3.115931735 × 10-9 | 1 | < 0.1% |
| 3.369080126 × 10-9 | 1 | < 0.1% |
| Value | Count | Frequency (%) |
| 0.009383260272 | 1 | |
| 0.00707322685 | 1 | |
| 0.006086883135 | 1 | |
| 0.006051918957 | 1 | |
| 0.00582780689 | 1 | |
| 0.005559615325 | 1 | |
| 0.005482595414 | 1 | |
| 0.00521986885 | 1 | |
| 0.005218905397 | 1 | |
| 0.005103251431 | 1 |
std_bid_ask_2
Real number (ℝ)
HIGH CORRELATION 
| Distinct | 68372 |
|---|---|
| Distinct (%) | 99.6% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.00026614732 |
| Minimum | 0 |
|---|---|
| Maximum | 0.011801515 |
| Zeros | 181 |
| Zeros (%) | 0.3% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 0 |
|---|---|
| 5-th percentile | 2.0478645 × 10-5 |
| Q1 | 8.5766238 × 10-5 |
| median | 0.00017762944 |
| Q3 | 0.00031646894 |
| 95-th percentile | 0.00080164616 |
| Maximum | 0.011801515 |
| Range | 0.011801515 |
| Interquartile range (IQR) | 0.0002307027 |
Descriptive statistics
| Standard deviation | 0.00034650503 |
|---|---|
| Coefficient of variation (CV) | 1.3019294 |
| Kurtosis | 72.700548 |
| Mean | 0.00026614732 |
| Median Absolute Deviation (MAD) | 0.00010532717 |
| Skewness | 5.9293577 |
| Sum | 18.265425 |
| Variance | 1.2006573 × 10-7 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0 | 181 | 0.3% |
| 0.0002273371792 | 2 | < 0.1% |
| 0.0002787151025 | 2 | < 0.1% |
| 0.0001560975652 | 2 | < 0.1% |
| 0.0002559462446 | 2 | < 0.1% |
| 0.0001664977317 | 2 | < 0.1% |
| 8.098981198 × 10-5 | 2 | < 0.1% |
| 0.0006648507551 | 2 | < 0.1% |
| 0.0002618611616 | 2 | < 0.1% |
| 0.0003887096245 | 2 | < 0.1% |
| Other values (68362) | 68430 |
| Value | Count | Frequency (%) |
| 0 | 181 | |
| 3.213252109 × 10-9 | 1 | < 0.1% |
| 3.512319546 × 10-9 | 1 | < 0.1% |
| 3.777282043 × 10-9 | 1 | < 0.1% |
| 4.339465232 × 10-9 | 1 | < 0.1% |
| 4.422241684 × 10-9 | 1 | < 0.1% |
| 4.666029785 × 10-9 | 1 | < 0.1% |
| 4.949896493 × 10-9 | 1 | < 0.1% |
| 5.198366626 × 10-9 | 1 | < 0.1% |
| 5.275121229 × 10-9 | 1 | < 0.1% |
| Value | Count | Frequency (%) |
| 0.01180151477 | 1 | |
| 0.008624828421 | 1 | |
| 0.00797169283 | 1 | |
| 0.007560060825 | 1 | |
| 0.006896921899 | 1 | |
| 0.006841860712 | 1 | |
| 0.006411090028 | 1 | |
| 0.006233350374 | 1 | |
| 0.006069145631 | 1 | |
| 0.00605090335 | 1 |
std_wap_1
Real number (ℝ)
HIGH CORRELATION  UNIQUE 
| Distinct | 68629 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.0011180275 |
| Minimum | 3.2251537 × 10-5 |
|---|---|
| Maximum | 0.026884712 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 3.2251537 × 10-5 |
|---|---|
| 5-th percentile | 0.00027588591 |
| Q1 | 0.00050914007 |
| median | 0.00081034012 |
| Q3 | 0.0013461405 |
| 95-th percentile | 0.0029324731 |
| Maximum | 0.026884712 |
| Range | 0.026852461 |
| Interquartile range (IQR) | 0.00083700039 |
Descriptive statistics
| Standard deviation | 0.0010798017 |
|---|---|
| Coefficient of variation (CV) | 0.9658096 |
| Kurtosis | 43.939661 |
| Mean | 0.0011180275 |
| Median Absolute Deviation (MAD) | 0.00036301787 |
| Skewness | 4.671615 |
| Sum | 76.729109 |
| Variance | 1.1659717 × 10-6 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0.0001428339473 | 1 | < 0.1% |
| 0.001663834278 | 1 | < 0.1% |
| 0.000480087302 | 1 | < 0.1% |
| 0.00034522622 | 1 | < 0.1% |
| 0.001441953362 | 1 | < 0.1% |
| 0.0007911717351 | 1 | < 0.1% |
| 0.001130162847 | 1 | < 0.1% |
| 0.0006614356307 | 1 | < 0.1% |
| 0.0009841898795 | 1 | < 0.1% |
| 0.0006798388168 | 1 | < 0.1% |
| Other values (68619) | 68619 |
| Value | Count | Frequency (%) |
| 3.225153658 × 10-5 | 1 | |
| 4.019441891 × 10-5 | 1 | |
| 4.098262242 × 10-5 | 1 | |
| 4.365821446 × 10-5 | 1 | |
| 4.377959025 × 10-5 | 1 | |
| 4.408292701 × 10-5 | 1 | |
| 4.460999724 × 10-5 | 1 | |
| 4.89702469 × 10-5 | 1 | |
| 4.96008672 × 10-5 | 1 | |
| 5.116793571 × 10-5 | 1 |
| Value | Count | Frequency (%) |
| 0.02688471213 | 1 | |
| 0.02129492519 | 1 | |
| 0.0210587321 | 1 | |
| 0.02020489761 | 1 | |
| 0.02011667307 | 1 | |
| 0.01972932234 | 1 | |
| 0.01958559254 | 1 | |
| 0.0194168779 | 1 | |
| 0.01885035981 | 1 | |
| 0.01844076696 | 1 |
std_wap_2
Real number (ℝ)
HIGH CORRELATION  UNIQUE 
| Distinct | 68629 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.0011567972 |
| Minimum | 6.8690999 × 10-6 |
|---|---|
| Maximum | 0.026957686 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 6.8690999 × 10-6 |
|---|---|
| 5-th percentile | 0.00030040918 |
| Q1 | 0.00053889766 |
| median | 0.00084592332 |
| Q3 | 0.001387789 |
| 95-th percentile | 0.0029998905 |
| Maximum | 0.026957686 |
| Range | 0.026950817 |
| Interquartile range (IQR) | 0.00084889138 |
Descriptive statistics
| Standard deviation | 0.001092493 |
|---|---|
| Coefficient of variation (CV) | 0.94441184 |
| Kurtosis | 42.735845 |
| Mean | 0.0011567972 |
| Median Absolute Deviation (MAD) | 0.00036957256 |
| Skewness | 4.6059829 |
| Sum | 79.389834 |
| Variance | 1.1935409 × 10-6 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0.0001384871529 | 1 | < 0.1% |
| 0.001658954812 | 1 | < 0.1% |
| 0.0005159114977 | 1 | < 0.1% |
| 0.0003452453773 | 1 | < 0.1% |
| 0.001389774733 | 1 | < 0.1% |
| 0.0008111699159 | 1 | < 0.1% |
| 0.001251576113 | 1 | < 0.1% |
| 0.0006971317941 | 1 | < 0.1% |
| 0.001222773379 | 1 | < 0.1% |
| 0.0008138447188 | 1 | < 0.1% |
| Other values (68619) | 68619 |
| Value | Count | Frequency (%) |
| 6.86909993 × 10-6 | 1 | |
| 7.787259252 × 10-6 | 1 | |
| 8.046192406 × 10-6 | 1 | |
| 8.618403481 × 10-6 | 1 | |
| 9.401714781 × 10-6 | 1 | |
| 1.057944222 × 10-5 | 1 | |
| 1.294367983 × 10-5 | 1 | |
| 1.87154009 × 10-5 | 1 | |
| 2.039605283 × 10-5 | 1 | |
| 2.253354116 × 10-5 | 1 |
| Value | Count | Frequency (%) |
| 0.02695768618 | 1 | |
| 0.02151475161 | 1 | |
| 0.02150547099 | 1 | |
| 0.0210990846 | 1 | |
| 0.02025461909 | 1 | |
| 0.02004491196 | 1 | |
| 0.01969908102 | 1 | |
| 0.01950310681 | 1 | |
| 0.01932782823 | 1 | |
| 0.01801427617 | 1 |
std_volume_overall
Real number (ℝ)
HIGH CORRELATION  SKEWED  UNIQUE 
| Distinct | 68629 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 757.52442 |
| Minimum | 9.7848305 |
|---|---|
| Maximum | 240224.94 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 9.7848305 |
|---|---|
| 5-th percentile | 112.76509 |
| Q1 | 164.7975 |
| median | 236.3944 |
| Q3 | 473.805 |
| 95-th percentile | 2153.3641 |
| Maximum | 240224.94 |
| Range | 240215.15 |
| Interquartile range (IQR) | 309.00751 |
Descriptive statistics
| Standard deviation | 3108.8881 |
|---|---|
| Coefficient of variation (CV) | 4.1040104 |
| Kurtosis | 1166.7418 |
| Mean | 757.52442 |
| Median Absolute Deviation (MAD) | 94.012523 |
| Skewness | 24.504528 |
| Sum | 51988143 |
| Variance | 9665185 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 236.4480047 | 1 | < 0.1% |
| 233.8187074 | 1 | < 0.1% |
| 226.9524786 | 1 | < 0.1% |
| 1612.85451 | 1 | < 0.1% |
| 127.3053403 | 1 | < 0.1% |
| 958.8265326 | 1 | < 0.1% |
| 133.0818233 | 1 | < 0.1% |
| 231.4506875 | 1 | < 0.1% |
| 94.08692469 | 1 | < 0.1% |
| 183.2717581 | 1 | < 0.1% |
| Other values (68619) | 68619 |
| Value | Count | Frequency (%) |
| 9.784830494 | 1 | |
| 22.55182353 | 1 | |
| 35.28402252 | 1 | |
| 37.44122301 | 1 | |
| 42.68875403 | 1 | |
| 45.27474242 | 1 | |
| 45.38536943 | 1 | |
| 45.63738574 | 1 | |
| 46.9097335 | 1 | |
| 47.54930513 | 1 |
| Value | Count | Frequency (%) |
| 240224.9355 | 1 | |
| 184622.1502 | 1 | |
| 179218.1037 | 1 | |
| 160940.7984 | 1 | |
| 128021.9861 | 1 | |
| 124620.5437 | 1 | |
| 108750.6461 | 1 | |
| 101008.8221 | 1 | |
| 84974.23756 | 1 | |
| 81934.27549 | 1 |
std_volume_difference
Real number (ℝ)
HIGH CORRELATION  UNIQUE 
| Distinct | 68629 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 965.49707 |
| Minimum | 10.28805 |
|---|---|
| Maximum | 239905.86 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 10.28805 |
|---|---|
| 5-th percentile | 117.90283 |
| Q1 | 170.83315 |
| median | 246.68444 |
| Q3 | 511.01894 |
| 95-th percentile | 2655.7687 |
| Maximum | 239905.86 |
| Range | 239895.57 |
| Interquartile range (IQR) | 340.18579 |
Descriptive statistics
| Standard deviation | 4216.8406 |
|---|---|
| Coefficient of variation (CV) | 4.3675333 |
| Kurtosis | 494.54547 |
| Mean | 965.49707 |
| Median Absolute Deviation (MAD) | 98.946649 |
| Skewness | 16.906712 |
| Sum | 66261098 |
| Variance | 17781745 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 275.1184287 | 1 | < 0.1% |
| 222.194673 | 1 | < 0.1% |
| 227.9155969 | 1 | < 0.1% |
| 1835.072284 | 1 | < 0.1% |
| 155.4919711 | 1 | < 0.1% |
| 1385.649378 | 1 | < 0.1% |
| 157.1746546 | 1 | < 0.1% |
| 248.0123152 | 1 | < 0.1% |
| 85.06903559 | 1 | < 0.1% |
| 217.7196971 | 1 | < 0.1% |
| Other values (68619) | 68619 |
| Value | Count | Frequency (%) |
| 10.28804994 | 1 | |
| 24.20539809 | 1 | |
| 37.8157433 | 1 | |
| 38.01920302 | 1 | |
| 38.88958851 | 1 | |
| 41.1934802 | 1 | |
| 43.31906764 | 1 | |
| 45.25227238 | 1 | |
| 46.37722125 | 1 | |
| 46.65670772 | 1 |
| Value | Count | Frequency (%) |
| 239905.8587 | 1 | |
| 203830.5905 | 1 | |
| 185639.5795 | 1 | |
| 177143.4334 | 1 | |
| 123788.8492 | 1 | |
| 118086.9069 | 1 | |
| 115421.4234 | 1 | |
| 110578.5322 | 1 | |
| 107958.593 | 1 | |
| 107764.125 | 1 |
| std_ask_price1 | std_ask_price2 | std_ask_size1 | std_ask_size2 | std_bid_ask_1 | std_bid_ask_2 | std_bid_price1 | std_bid_price2 | std_bid_size1 | std_bid_size2 | std_volume_difference | std_volume_overall | std_wap_1 | std_wap_2 | target_value | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| std_ask_price1 | 1.000 | 0.998 | -0.029 | -0.012 | 0.491 | 0.471 | 0.993 | 0.991 | -0.031 | -0.008 | 0.004 | 0.018 | 0.993 | 0.985 | 0.696 |
| std_ask_price2 | 0.998 | 1.000 | -0.034 | -0.017 | 0.498 | 0.480 | 0.991 | 0.989 | -0.035 | -0.012 | -0.001 | 0.013 | 0.992 | 0.985 | 0.699 |
| std_ask_size1 | -0.029 | -0.034 | 1.000 | 0.885 | -0.524 | -0.539 | -0.029 | -0.033 | 0.744 | 0.734 | 0.890 | 0.883 | -0.058 | -0.074 | -0.322 |
| std_ask_size2 | -0.012 | -0.017 | 0.885 | 1.000 | -0.534 | -0.547 | -0.011 | -0.015 | 0.730 | 0.747 | 0.900 | 0.899 | -0.043 | -0.059 | -0.305 |
| std_bid_ask_1 | 0.491 | 0.498 | -0.524 | -0.534 | 1.000 | 0.985 | 0.491 | 0.497 | -0.527 | -0.538 | -0.538 | -0.515 | 0.525 | 0.553 | 0.735 |
| std_bid_ask_2 | 0.471 | 0.480 | -0.539 | -0.547 | 0.985 | 1.000 | 0.472 | 0.480 | -0.541 | -0.551 | -0.554 | -0.530 | 0.505 | 0.534 | 0.715 |
| std_bid_price1 | 0.993 | 0.991 | -0.029 | -0.011 | 0.491 | 0.472 | 1.000 | 0.998 | -0.034 | -0.010 | 0.003 | 0.017 | 0.993 | 0.985 | 0.696 |
| std_bid_price2 | 0.991 | 0.989 | -0.033 | -0.015 | 0.497 | 0.480 | 0.998 | 1.000 | -0.038 | -0.014 | -0.001 | 0.013 | 0.992 | 0.985 | 0.698 |
| std_bid_size1 | -0.031 | -0.035 | 0.744 | 0.730 | -0.527 | -0.541 | -0.034 | -0.038 | 1.000 | 0.887 | 0.882 | 0.875 | -0.061 | -0.077 | -0.327 |
| std_bid_size2 | -0.008 | -0.012 | 0.734 | 0.747 | -0.538 | -0.551 | -0.010 | -0.014 | 0.887 | 1.000 | 0.891 | 0.890 | -0.040 | -0.056 | -0.306 |
| std_volume_difference | 0.004 | -0.001 | 0.890 | 0.900 | -0.538 | -0.554 | 0.003 | -0.001 | 0.882 | 0.891 | 1.000 | 0.975 | -0.028 | -0.046 | -0.306 |
| std_volume_overall | 0.018 | 0.013 | 0.883 | 0.899 | -0.515 | -0.530 | 0.017 | 0.013 | 0.875 | 0.890 | 0.975 | 1.000 | -0.014 | -0.033 | -0.287 |
| std_wap_1 | 0.993 | 0.992 | -0.058 | -0.043 | 0.525 | 0.505 | 0.993 | 0.992 | -0.061 | -0.040 | -0.028 | -0.014 | 1.000 | 0.992 | 0.720 |
| std_wap_2 | 0.985 | 0.985 | -0.074 | -0.059 | 0.553 | 0.534 | 0.985 | 0.985 | -0.077 | -0.056 | -0.046 | -0.033 | 0.992 | 1.000 | 0.737 |
| target_value | 0.696 | 0.699 | -0.322 | -0.305 | 0.735 | 0.715 | 0.696 | 0.698 | -0.327 | -0.306 | -0.306 | -0.287 | 0.720 | 0.737 | 1.000 |
| target_value | std_bid_price1 | std_ask_price1 | std_bid_price2 | std_ask_price2 | std_bid_size1 | std_ask_size1 | std_bid_size2 | std_ask_size2 | std_bid_ask_1 | std_bid_ask_2 | std_wap_1 | std_wap_2 | std_volume_overall | std_volume_difference | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 181334 | 0.001381 | 0.000137 | 0.000140 | 0.000137 | 0.000139 | 147.259528 | 110.693816 | 134.206990 | 107.136867 | 0.000074 | 0.000076 | 0.000143 | 0.000138 | 236.448005 | 275.118429 |
| 59080 | 0.007188 | 0.000725 | 0.000768 | 0.000714 | 0.000727 | 81.630077 | 105.286045 | 78.219925 | 112.651717 | 0.000258 | 0.000243 | 0.000885 | 0.000870 | 197.943576 | 167.809010 |
| 67472 | 0.003207 | 0.000419 | 0.000422 | 0.000442 | 0.000458 | 56.635058 | 58.164565 | 59.884291 | 51.700532 | 0.000244 | 0.000409 | 0.000520 | 0.000573 | 100.146834 | 102.802521 |
| 387187 | 0.003743 | 0.000771 | 0.000757 | 0.000782 | 0.000776 | 61.971479 | 72.526312 | 77.353764 | 72.043418 | 0.000198 | 0.000235 | 0.000756 | 0.000778 | 132.703140 | 144.167200 |
| 192846 | 0.003829 | 0.000556 | 0.000524 | 0.000559 | 0.000517 | 60.026491 | 148.022865 | 70.482410 | 172.830679 | 0.000114 | 0.000122 | 0.000537 | 0.000579 | 260.591242 | 258.553707 |
| 414641 | 0.002670 | 0.000960 | 0.000942 | 0.000963 | 0.000942 | 134.606449 | 138.486980 | 133.938274 | 162.357894 | 0.000091 | 0.000097 | 0.000949 | 0.000952 | 251.539949 | 321.936901 |
| 75066 | 0.001399 | 0.000462 | 0.000454 | 0.000461 | 0.000447 | 139.986810 | 140.093534 | 262.067112 | 123.878632 | 0.000058 | 0.000071 | 0.000462 | 0.000461 | 331.812867 | 363.446559 |
| 151589 | 0.003027 | 0.000653 | 0.000666 | 0.000650 | 0.000664 | 87.585445 | 179.755907 | 68.103887 | 151.672027 | 0.000155 | 0.000165 | 0.000650 | 0.000699 | 289.518024 | 308.005643 |
| 109245 | 0.005340 | 0.002700 | 0.002693 | 0.002700 | 0.002693 | 8863.807858 | 6361.076428 | 6313.182420 | 3834.700752 | 0.000085 | 0.000085 | 0.002658 | 0.002788 | 11229.349710 | 14347.368549 |
| 357673 | 0.001807 | 0.000675 | 0.000675 | 0.000675 | 0.000675 | 461.672487 | 341.549069 | 336.082616 | 245.838085 | 0.000029 | 0.000029 | 0.000687 | 0.000683 | 478.775572 | 985.302694 |
| target_value | std_bid_price1 | std_ask_price1 | std_bid_price2 | std_ask_price2 | std_bid_size1 | std_ask_size1 | std_bid_size2 | std_ask_size2 | std_bid_ask_1 | std_bid_ask_2 | std_wap_1 | std_wap_2 | std_volume_overall | std_volume_difference | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 235594 | 0.001750 | 0.001240 | 0.001234 | 0.001240 | 0.001234 | 107.362724 | 122.317363 | 115.353214 | 158.456562 | 0.000027 | 0.000027 | 0.001237 | 0.001235 | 237.656468 | 261.908591 |
| 62082 | 0.006938 | 0.001136 | 0.001247 | 0.001131 | 0.001257 | 123.475271 | 113.361165 | 82.660506 | 100.139624 | 0.000250 | 0.000334 | 0.001202 | 0.001172 | 210.497884 | 214.719228 |
| 1689 | 0.005653 | 0.001813 | 0.001880 | 0.001730 | 0.001904 | 83.001807 | 63.162159 | 43.310592 | 55.451068 | 0.000568 | 0.000933 | 0.002012 | 0.002147 | 127.487851 | 137.982075 |
| 127948 | 0.005273 | 0.001492 | 0.001535 | 0.001501 | 0.001543 | 69.617310 | 205.912787 | 74.762681 | 249.263107 | 0.000259 | 0.000290 | 0.001513 | 0.001544 | 343.407575 | 349.242252 |
| 332322 | 0.003058 | 0.000676 | 0.000627 | 0.000718 | 0.000731 | 72.472489 | 45.365651 | 50.383162 | 56.905021 | 0.000337 | 0.000510 | 0.000729 | 0.000749 | 105.004056 | 126.128997 |
| 149226 | 0.001754 | 0.000398 | 0.000400 | 0.000398 | 0.000400 | 745.453173 | 727.511422 | 931.587911 | 1040.837457 | 0.000041 | 0.000041 | 0.000396 | 0.000408 | 1652.561110 | 1705.833974 |
| 385833 | 0.003928 | 0.000498 | 0.000487 | 0.000499 | 0.000474 | 34.394904 | 53.742584 | 32.019744 | 45.836437 | 0.000089 | 0.000097 | 0.000488 | 0.000471 | 95.009975 | 96.583526 |
| 179401 | 0.001521 | 0.001005 | 0.001031 | 0.001005 | 0.001031 | 163.867278 | 299.879980 | 164.454911 | 232.401867 | 0.000090 | 0.000090 | 0.001015 | 0.001021 | 413.912754 | 475.588194 |
| 322924 | 0.002483 | 0.000319 | 0.000302 | 0.000318 | 0.000303 | 89.788513 | 71.639544 | 127.584407 | 60.871494 | 0.000075 | 0.000081 | 0.000332 | 0.000342 | 176.198413 | 176.011435 |
| 384322 | 0.003137 | 0.000356 | 0.000332 | 0.000363 | 0.000321 | 59.377613 | 45.155858 | 64.224676 | 52.852903 | 0.000080 | 0.000112 | 0.000336 | 0.000353 | 112.308848 | 103.206510 |